-30.0%
BA vs COMP
-52.8%
+22.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.7% | -5.6% | +1.2% |
| 7D | +5.9% | +9.5% | -3.6% | +4.7% |
| 30D | -8.2% | +8.1% | -16.2% | -9.2% |
| 3M | -25.4% | -16.3% | -9.0% | -24.0% |
| 6M | -20.0% | +42.2% | -62.2% | -23.9% |
| YTD | -18.5% | -5.0% | -13.5% | -19.5% |
| 1Y | -10.6% | +20.1% | -30.7% | -14.2% |
| 3Y | -9.3% | +358.4% | -367.7% | -29.0% |
| 5Y | -16.9% | -21.9% | +5.0% | -23.2% |
| All | -30.0% | -52.8% | +22.7% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling